Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
2019 ◽
Vol 63
(6)
◽
pp. 1169-1180
◽
Tongtong Hou
◽
Jinghai Shao
2015 ◽
Vol 32
(3)
◽
pp. 317
◽
2015 ◽
Vol 4
(3)
◽
pp. 1-36
Edwin O. Fischer
◽
Michael Murg
Leela R. Mitra
◽
Gautam Mitra
◽
Rogemar Mamon
Niels Haldrup
◽
Morten Ørregaard Nielsen
Kwangmoon Kim
◽
Minsuk Kwak
◽
U. Jin Choi
Kam Fong Chan
◽
Robert G. Bowman
◽
Gillian Lawrence
Yuewen Xiao
◽
David B. Colwell
◽
Ramaprasad Bhar
Hui-Ching Chuang
◽
Chung-Ming Kuan